diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index e94fd913c..a77576a27 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -58,7 +58,7 @@ def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
 
 def testdata_path() -> str:
     """Return the path where testdata files are stored"""
-    return os.path.abspath(os.path.dirname(__file__)) + '/../tests/testdata'
+    return os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'tests', 'testdata'))
 
 
 def download_pairs(pairs: List[str]) -> bool:
diff --git a/freqtrade/tests/test_optimize_backtesting.py b/freqtrade/tests/test_optimize_backtesting.py
index 812dd7b0c..558cfd8d1 100644
--- a/freqtrade/tests/test_optimize_backtesting.py
+++ b/freqtrade/tests/test_optimize_backtesting.py
@@ -42,7 +42,7 @@ def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
 
 
 def test_testdata_path():
-    assert str('freqtrade/optimize/../tests/testdata') in testdata_path()
+    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
 
 
 def test_download_pairs(default_conf, ticker_history, mocker):